+22.7%
USB vs CLBK
+25.9%
-3.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.4% |
| 7D | -1.5% | +2.5% | -4.0% | -2.7% |
| 30D | +4.3% | -1.2% | +5.5% | +4.8% |
| 3M | -6.1% | +2.6% | -8.7% | -7.6% |
| 6M | +9.4% | +26.5% | -17.1% | -3.6% |
| YTD | +15.2% | +56.4% | -41.3% | -9.5% |
| 1Y | +32.8% | +58.8% | -26.0% | +3.5% |
| 3Y | +91.3% | +43.3% | +48.0% | +53.4% |
| 5Y | +22.7% | +24.0% | -1.4% | +0.5% |
| All | +22.7% | +25.9% | -3.2% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling